Semi-Annual Report and Accounts - chartbook.fid-intl.com

Fidelity
Funds
Bought EUR Sold USD at 0.76126 07/11/2012 1,652,793 (20,653) (0.00)
Bought USD Sold EUR at 1.29275 07/11/2012 8,197,273 (28,129) (0.00)
(51,854) (0.00)
Futures
Ccy Underlying Unrealised % Net
exposure gain / (loss) Assets
EUR
Long Gilt Future 27/12/2012 GBP (26,767,210) 407,604 0.02
Euro Bobl Future 06/12/2012 EUR (42,157,367) 43,102 0.00
US Treasury Note 5 Year Future 19/12/2012 USD 25,636,594 8,428 0.00
Euro Buxl Future 06/12/2012 EUR (285,889) 7,267 0.00
Ultra Long Term US Treasury Bond Future 19/12/2012 USD (386,677) 1,404 0.00
Short Gilt Future 27/12/2012 GBP (90,340) 429 0.00
Australia 10 Year Bond Future 17/12/2012 AUD (216,891) (411) (0.00)
US Treasury Note 10 Year Future 19/12/2012 USD (3,163,016) (727) (0.00)
Long Term US Treasury Bond Future 19/12/2012 USD 213,297 (1,737) (0.00)
Euro Bund Future 06/12/2012 EUR (245,223) (1,993) (0.00)
463,366 0.02
Interest Rate Swaps
European High Yield Fund - continued
Schedule of Investments as at 31 October 2012
Ccy Underlying Unrealised % Net
exposure gain / (loss) Assets
EUR
Pay fixed 4.222% receive float. (3m USDLIBOR)16/09/2018 USD 173,083 24,676 0.00
Pay fixed 3.14% receive floating (6m EURBOR) 04/08/2021 EUR 86,541 10,834 0.00
35,510 0.00
Other Assets and Liabilities 72,118,473 3.54
Net Assets 2,036,333,597 100.00
GEOGRAPHICAL SPLIT
Underlying Unrealised % Net
exposure gain / (loss) Assets
EUR EUR
Country Country Code % Net Assets
UK GB 21.90
Luxembourg LU 15.64
Netherlands NL 14.29
Ireland IE 8.45
Germany DE 7.47
France FR 6.79
USA US 3.77
Italy IT 2.72
Spain ES 1.89
Sweden SE 1.82
Cayman Islands KY 1.58
Norway NO 1.46
Portugal PT 1.04
Belgium BE 0.93
Croatia HR 0.87
Switzerland CH 0.79
Hungary HU 0.63
Kazakhstan KZ 0.49
Austria AT 0.43
Hong Kong HK 0.43
Bermuda BM 0.42
Japan JP 0.33
Canada CA 0.31
Denmark DK 0.13
Russia RU 0.12
Australia AU 0.06
Singapore SG 0.02
Korea KR 0.01
Mexico MX 0.00
New Zealand NZ 0.00
Cash and other net assets 5.21
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